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Original Articles

The Mean Squared Error of the Generalized Ridge Regression Estimator and the Orientation of β

Pages 1477-1484 | Received 01 Jan 1990, Published online: 27 Jun 2007

Bibliography

  • Gibbons , D. G. 1981 . A Simulation Study of Some Ridge Estimators . Journal of the American Statistical Association , 76 : 131 – 139 .
  • Gunst , R. F and Mason , R. L. 1977 . Biased Estimation in Regression: An Evaluation Using Mean Squared Error . Journal of the American Statistical Association , 72 : 616 – 628 .
  • McDonald , G. C. and Galarneau , D. I. 1975 . A Monte Carlo Evaluation of Some Ridge-type Estimators . Journal of the American Statistical Association , 70 : 407 – 416 .
  • Newhouse , J. P. and Oman , S. D. 1971 . “ An Evaluation of Ridge Estimators ” . Santa Monica: Rand Corporation . Rand Report R-716-PR
  • Rao , C. R. 1973 . Linear Statistical Inference and Its Applications , second edition , New York : Wiley .

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